Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4505	7.08
$α$	0.1354	7.68
$β$	0.7825	31.28
$γ_{1}$	-0.0485	-1.31
$γ_{2}$	0.1316	2.45
$γ_{3}$	-0.1821	-5.17
$γ_{4}$	0.1927	5.78
$γ_{5}$	-0.1619	-4.91
$γ_{6}$	0.1217	3.81
$γ_{7}$	-0.0736	-2.19
$γ_{8}$	0.0172	0.47
$γ_{9}$	0.0036	0.14

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Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:26.81% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Odakyu Electric Railway Co Ltd Analyses